Not a movie but The X-Files series.
When my little sister and me were at our dads for the week we used to take our covers and pillows and lay down between the TV and the sofa, which our dad slept on. He had the TV on basically 24/7 so we'd watch something together and he'd fall asleep and then me and my sister would move to our beds after a while but often falling asleep ourselves right there on the floor. We had been doing this for years and then they started airing The X-Files late at night on the channel we mostly had on. I almost always fell asleep last, so I ended up being awake for a couple of episodes and they really traumatised me. I remember being the only one awake and being so scared I didn't dare to even move my head or even breathe fully. I did tell my dad about it but he'd always fall asleep pretty early and I'd forget to change the channel.

Years later both my sister and me had gotten too tall to fit laying down between the sofa and the TV so we had stopped that tradition but my dad still always fell asleep with the TV on. They started doing reruns of the series and that damn intro music was so scary for me that I would have a battle with myself of just riding it out or getting up and walking down the dark hallway to change the channel. Both options were bad in their own ways. I still get shivers down my spine from the theme music.